https://github.com/wickra-lib/wickra-exchange
Streaming-native crypto-exchange connectivity built on the Wickra core: one typed, unified API over the ten largest exchanges, across 8 languages.
https://github.com/wickra-lib/wickra-exchange
algorithmic-trading binance bybit crypto-exchange cryptocurrency derivatives exchange-api fintech futures kraken market-data nodejs okx order-execution python rust streaming trading trading-bot websocket
Last synced: 8 days ago
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Streaming-native crypto-exchange connectivity built on the Wickra core: one typed, unified API over the ten largest exchanges, across 8 languages.
- Host: GitHub
- URL: https://github.com/wickra-lib/wickra-exchange
- Owner: wickra-lib
- License: apache-2.0
- Created: 2026-06-30T23:14:21.000Z (20 days ago)
- Default Branch: main
- Last Pushed: 2026-07-09T13:18:22.000Z (11 days ago)
- Last Synced: 2026-07-09T15:10:22.608Z (11 days ago)
- Topics: algorithmic-trading, binance, bybit, crypto-exchange, cryptocurrency, derivatives, exchange-api, fintech, futures, kraken, market-data, nodejs, okx, order-execution, python, rust, streaming, trading, trading-bot, websocket
- Language: Rust
- Size: 959 KB
- Stars: 2
- Watchers: 0
- Forks: 0
- Open Issues: 4
-
Metadata Files:
- Readme: README.md
- Changelog: CHANGELOG.md
- Contributing: CONTRIBUTING.md
- Funding: .github/FUNDING.yml
- License: LICENSE-APACHE
- Code of conduct: CODE_OF_CONDUCT.md
- Threat model: THREAT_MODEL.md
- Citation: CITATION.cff
- Codeowners: .github/CODEOWNERS
- Security: SECURITY.md
- Support: SUPPORT.md
- Governance: GOVERNANCE.md
- Roadmap: ROADMAP.md
- Maintainers: MAINTAINERS.md
- Dco: DCO
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README
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---
**One typed API. Ten exchanges. Eight languages.** Streaming-native crypto-exchange
connectivity — market data *and* signed order execution — built on the
[Wickra](https://github.com/wickra-lib/wickra) core.
> **▶ Live demo:** all 514 indicators over real Binance market data, computed live in your browser — **[live.wickra.org](https://live.wickra.org)** · zero backend, powered by `wickra-wasm`.
> **Part of the [Wickra ecosystem](https://github.com/wickra-lib):** the same data-driven core and ten-language binding surface also power [wickra-exchange](https://github.com/wickra-lib/wickra-exchange), [wickra-backtest](https://github.com/wickra-lib/wickra-backtest), [wickra-terminal](https://github.com/wickra-lib/wickra-terminal), [wickra-screener](https://github.com/wickra-lib/wickra-screener), [wickra-xray](https://github.com/wickra-lib/wickra-xray), [wickra-radar](https://github.com/wickra-lib/wickra-radar), [wickra-copilot](https://github.com/wickra-lib/wickra-copilot) and [wickra-shazam](https://github.com/wickra-lib/wickra-shazam).
A single, compile-time-typed `Exchange` trait spans the ten largest venues
(Binance, OKX, Bybit, Coinbase, Upbit, Bitget, Gate.io, Kraken, KuCoin, HTX)
behind bespoke authentication and WebSocket state machines. Market-data streams
are **pull-based** (`poll_events`), so the same surface crosses the C ABI to
every binding — including single-threaded R — as trivially as a synchronous
call. Quantities in the order layer are exact [`Decimal`], never `f64`.
What makes it more than "a typed ccxt" is that it **plugs straight into the rest
of Wickra**:
- **`PaperExchange`** — a first-class `Exchange` implementation that simulates
fills through the [wickra-backtest](https://github.com/wickra-lib/wickra-backtest)
engine. The *same* strategy runs paper ↔ live by swapping the implementation.
- **Microstructure-native feeds** — funding, open interest, liquidations and
long/short ratio arrive as the exact typed shapes `wickra-core` consumes
(`DerivativesTick`, `OrderBook`, `TradePrint`, `CrossSection`), feeding 514
indicators and the backtester with zero glue.
- **`ReplayExchange`** — a recorded feed driven through the same trait, so a
backtest runs on *real* recorded microstructure.
The same `Exchange` API is reachable from **Rust, Python, Node.js, C, C++, C#,
Go, Java and R** — native PyO3 / napi bindings plus a C ABI hub. There is no WASM
binding: authenticated trading needs raw sockets and secret keys, which a browser
sandbox forbids (the browser-safe slice — public market data — is already covered
by `wickra-wasm` over a browser WebSocket).
[`Decimal`]: https://docs.rs/rust_decimal
## Status
**Pre-alpha — scaffolding.** This repository is being built out from the
[`wickra-backtest`](https://github.com/wickra-lib/wickra-backtest) template. The
workspace, the core crate and the project governance are in place; the exchange
implementations, the connectivity machinery and the language bindings are landing
incrementally. **The API shown below is the target surface, not yet shippable.**
Track progress in [ROADMAP.md](ROADMAP.md). Not released to any registry.
> ⚠️ **Real orders move real money.** Every signed-execution code path is
> safety-critical. Use withdrawal-disabled keys, test against exchange testnets
> first, and never put secret keys in a browser or client.
## Documentation
- **[Exchanges](docs/EXCHANGES.md)** — the ten venues, their market types and the
per-exchange capability matrix.
- **[Authentication](docs/AUTH.md)** — the signing families (HMAC-SHA256/512,
JWT ES256/HS512, passphrase) and how `Credentials` map onto each.
- **[Streaming](docs/STREAMING.md)** — the pull-based event model, the local
order-book builder and reconnect/resubscribe semantics.
- **[Derivatives & advanced orders](docs/DERIVATIVES.md)** — the `Derivatives`,
`AdvancedOrders`, `WsUserData` and `WsExecution` traits, futures routing, and
per-venue gaps.
- **[Capability matrix](docs/CAPABILITIES.md)** — real per-venue support for
spot/futures, positions/leverage/margin, and STP/amend/batch/OCO/WS-order.
- **[Architecture](ARCHITECTURE.md)** — crates, traits, the transport abstraction
and design decisions.
- **[Benchmarks](BENCHMARKS.md)** — signing / parse / filter-rounding throughput.
- **[Examples](examples/)** — one runnable program per language.
## Quickstart
Connect, read a ticker, subscribe to a pull-based stream, and place an order on a
testnet:
```rust
use wickra_exchange::{Exchange, Credentials, ExchangeOptions, MarketType, OrderRequest};
let creds = Credentials::new("api-key", "api-secret");
let opts = ExchangeOptions::testnet(MarketType::Spot);
let mut ex = Exchange::new("binance", creds, opts)?;
// REST: a typed ticker.
let ticker = ex.ticker("BTC/USDT")?;
println!("last = {}", ticker.last);
// Streaming: subscribe, then drain events from your own loop (pull, not callbacks).
ex.subscribe_trades("BTC/USDT")?;
for event in ex.poll_events() {
println!("{event:?}");
}
// Signed execution (testnet) with exact Decimal price/qty.
let order = OrderRequest::limit_buy("BTC/USDT", "0.001".parse()?, "20000".parse()?);
let placed = ex.place_order(&order)?;
println!("order id = {}", placed.id);
```
The same flow is available from every binding — see the per-language quickstarts
below.
## Exchanges
The ten largest venues by volume, each behind the same `Exchange` trait. The
*signing family* drives the per-exchange authentication; everything above it
(symbols, order types, the order-book builder, reconnect) is shared.
| # | Exchange | Spot | USDⓈ-M | COIN-M | Signing family |
|----|----------|:----:|:------:|:------:|----------------|
| 1 | Binance | ✅ | ✅ | ⏳ | HMAC-SHA256 (query string), Ed25519 optional |
| 2 | OKX | ✅ | ✅ | ⏳ | HMAC-SHA256 (ts+method+path+body, b64) + passphrase |
| 3 | Bybit | ✅ | ✅ | ⏳ | HMAC-SHA256 (ts+key+recvWindow+payload) |
| 4 | Coinbase | ✅ | — | — | JWT ES256 / Ed25519 per request |
| 5 | Upbit | ✅ | — | — | JWT HS512 + SHA512 query hash |
| 6 | Bitget | ✅ | ✅ | ⏳ | HMAC-SHA256 (b64) + passphrase |
| 7 | Gate.io | ✅ | ✅ | ⏳ | HMAC-SHA512 (SHA512 payload hash) |
| 8 | Kraken | ✅ | ⏳ | — | HMAC-SHA512 (URI + SHA256(nonce+body)), b64 secret |
| 9 | KuCoin | ✅ | ⏳ | — | HMAC-SHA256 (b64) + signed passphrase |
| 10 | HTX | ✅ | ⏳ | — | HMAC-SHA256 AWS-style (method+host+path+sorted) |
✅ implemented · ⏳ planned · — not offered by the venue. The current state of
each cell is tracked in [docs/EXCHANGES.md](docs/EXCHANGES.md).
## Use the same API in any language
| Language | Binding | Quickstart |
|----------|---------|------------|
| Rust | `wickra-exchange` crate | this README |
| Python | PyO3 / maturin | [bindings/python](bindings/python/README.md) |
| Node.js | napi-rs | [bindings/node](bindings/node/README.md) |
| C / C++ | C ABI (cbindgen) | [bindings/c](bindings/c/README.md) |
| C# | P/Invoke | [bindings/csharp](bindings/csharp/README.md) |
| Go | cgo | [bindings/go](bindings/go/README.md) |
| Java | FFM / Panama | [bindings/java](bindings/java/README.md) |
| R | `.Call` | [bindings/r](bindings/r/README.md) |
The C, C++, C#, Go, Java and R bindings all call through the same C ABI hub. The
[replay corpus](golden/) asserts every language normalises recorded exchange
responses into byte-identical typed structs.
## Project layout
```
wickra-exchange/
├── crates/
│ ├── wickra-exchange-core/ traits + types (Decimal) + credentials + the
│ │ connectivity machinery (symbol, clock, ratelimiter,
│ │ orderbook builder, transport, ws, reconcile, feeds)
│ │ and the per-exchange implementations
│ ├── wickra-exchange/ facade crate (re-exports the public surface)
│ ├── wickra-exchange-cli/ the `wkex` command-line client
│ └── wickra-exchange-bench/ criterion signing / parse / filter benchmarks
├── bindings/
│ ├── python/ PyO3 + maturin ├── csharp/ P/Invoke over the C ABI
│ ├── node/ napi-rs ├── go/ cgo over the C ABI
│ ├── c/ C ABI (cdylib + header) ├── java/ FFM over the C ABI
│ └── r/ .Call over the C ABI
├── golden/ recorded-response replay corpus + expected normalised structs
├── examples/ one runnable program per language
├── docs/ exchanges, auth, streaming and architecture guides
└── fuzz/ cargo-fuzz targets (nightly)
```
There is no `bindings/wasm/` — see the intro for why.
## Building from source
```bash
# Rust core + tests + lints
cargo test --workspace --all-features
cargo clippy --workspace --all-targets --all-features -- -D warnings
cargo bench -p wickra-exchange-bench
# Python binding (requires a Rust toolchain + maturin)
cd bindings/python && maturin develop --release && pytest
# Node binding (requires @napi-rs/cli)
cd bindings/node && npm install && npm run build && npm test
# C ABI (cdylib + staticlib + generated header)
cargo build -p wickra-exchange-c --release
# C# binding (requires the .NET 8 SDK; links the C ABI above)
dotnet test bindings/csharp/WickraExchange.Tests/WickraExchange.Tests.csproj
# Go binding (requires a C compiler for cgo; links the C ABI above)
cd bindings/go && go test ./...
# Java binding (requires JDK 22+ and Maven; links the C ABI above)
mvn -f bindings/java test
# R binding (requires a C toolchain / Rtools; links the C ABI above)
WKEX_INC="$PWD/bindings/c/include" WKEX_LIB="$PWD/target/debug" R CMD INSTALL bindings/r
```
Integration tests that hit a live exchange run only against **testnets**, are
gated behind environment variables and are `#[ignore]` by default — they never
touch mainnet with real keys. Fuzzing requires a nightly toolchain — see
[`fuzz/`](fuzz/).
## Requirements
The minimum supported version per language. The same Rust core runs behind every
binding; the C-ABI bindings that compile on install — Go (cgo) and R (`.Call`) —
also need a C compiler, and Java runs with `--enable-native-access=ALL-UNNAMED`.
| Language | Package | Minimum supported |
|----------|--------------------------------------------|----------------------------|
| Rust | crates.io · `wickra-exchange` | 1.86 (MSRV) |
| Python | PyPI · `wickra-exchange` (abi3 wheel) | 3.9 (tested through 3.13) |
| Node.js | npm · `wickra-exchange` (N-API 8) | 22 (tested on 22 · 24 LTS) |
| C | `wickra_exchange.h` + library (releases) | C99 compiler |
| C++ | over the C ABI | C++14 compiler |
| C# | NuGet · `WickraExchange` | .NET 8 (`net8.0`) |
| Go | module · `wickra-lib/wickra-exchange-go` | Go 1.23 (cgo) |
| Java | Maven Central · `org.wickra:wickra-exchange` | Java 22 (FFM / Panama) |
| R | r-universe · `wickraexchange` | R ≥ 2.10 (Rtools on Win.) |
## Ecosystem
Part of the [Wickra](https://github.com/wickra-lib/wickra) family — each one a
data-driven core with a CLI and the same ten-language binding surface:
- [**wickra**](https://github.com/wickra-lib/wickra) — the core library: 514 O(1) streaming indicators across ten languages
- [**wickra-exchange**](https://github.com/wickra-lib/wickra-exchange) — unified market-data + execution across ten crypto exchanges
- [**wickra-backtest**](https://github.com/wickra-lib/wickra-backtest) — event-driven backtester over the Wickra core
- [**wickra-terminal**](https://github.com/wickra-lib/wickra-terminal) — the trading terminal: a TUI and a browser renderer over the stack
- [**wickra-screener**](https://github.com/wickra-lib/wickra-screener) — parallel multi-symbol screening over 514 streaming indicators
- [**wickra-xray**](https://github.com/wickra-lib/wickra-xray) — market-microstructure explorer: footprint, order-book heatmap, liquidation map, funding/OI divergence
- [**wickra-radar**](https://github.com/wickra-lib/wickra-radar) — perp-universe alert radar: OI delta, funding flip, book imbalance, liquidation clusters, OI/price divergence
- [**wickra-copilot**](https://github.com/wickra-lib/wickra-copilot) — local market copilot grounded in real order-book, liquidation and funding microstructure
- [**wickra-shazam**](https://github.com/wickra-lib/wickra-shazam) — match an asset's current microstructure fingerprint against its entire history
Docs at [docs.wickra.org](https://docs.wickra.org); the marketing site and
in-browser demo at [wickra.org](https://wickra.org).
## Contributing
Contributions are welcome — issues, bug reports, ideas and pull requests all land
at . See
[CONTRIBUTING.md](CONTRIBUTING.md) for the orientation: the core lives in
`crates/wickra-exchange-core`, every binding under `bindings/` keeps the
replay-parity invariant, and `cargo fmt --all` +
`cargo clippy --workspace --all-targets --all-features -- -D warnings` are CI
gates. For larger changes, open an issue first.
## Security
Found a security issue? **Please don't open a public issue.** Report it privately
via the repository's *Security* tab (*"Report a vulnerability"*) or email
**support@wickra.org**. Full policy: [SECURITY.md](SECURITY.md). The handling of
secret key material is documented in [THREAT_MODEL.md](THREAT_MODEL.md).
## License
Licensed under either of
- Apache License, Version 2.0 ([LICENSE-APACHE](LICENSE-APACHE) or
)
- MIT license ([LICENSE-MIT](LICENSE-MIT) or )
at your option. Use it, fork it, modify it, redistribute it — commercially or
not — file issues, send pull requests; all welcome.
### Contribution
Unless you explicitly state otherwise, any contribution intentionally submitted
for inclusion in the work by you, as defined in the Apache-2.0 license, shall be
dual licensed as above, without any additional terms or conditions.
## Disclaimer
Not a trading system and not financial advice. This library connects to exchanges
and can place real orders that risk real capital; any such use is **entirely at
your own risk**. Authentication, order rounding, reconnect handling and rate
limiting can fail in ways that lose money — test against testnets, use
withdrawal-disabled keys, and review the code before trading. The software is
provided **as is**, without warranty of any kind; see the license files for the
full terms.
---
Built on Wickra. If it saved you time, ⭐ the repo.